<br><br><div class="gmail_quote">On Mon, Jan 16, 2012 at 5:13 PM, klo uo <span dir="ltr">&lt;<a href="mailto:klonuo@gmail.com">klonuo@gmail.com</a>&gt;</span> wrote:<br><blockquote style="margin:0px 0px 0px 0.8ex;padding-left:1ex;border-left-color:rgb(204,204,204);border-left-width:1px;border-left-style:solid" class="gmail_quote">
H(z) = yulewalk(N,frq,mag) - finds the N-th order iir filter:<br><br><img title="%5Cnormalsize%5C%21H%28z%29%3D%5Cfrac%7BB%28z%29%7D%7BA%28z%29%7D%3D%5Cfrac%7Bb%281%29%20%2B%20b%282%29z%5E%7B-1%7D%2B...%2Bb%28n%29z%5E%7B-%28n-1%29%7D%7D%7B1%2Ba%281%29z%5E%7B-1%7D%2B...%2Ba%28n%29z%5E%7B-%28n-1%29%7D%7D.gif" alt="%5Cnormalsize%5C%21H%28z%29%3D%5Cfrac%7BB%28z%29%7D%7BA%28z%29%7D%3D%5Cfrac%7Bb%281%29%20%2B%20b%282%29z%5E%7B-1%7D%2B...%2Bb%28n%29z%5E%7B-%28n-1%29%7D%7D%7B1%2Ba%281%29z%5E%7B-1%7D%2B...%2Ba%28n%29z%5E%7B-%28n-1%29%7D%7D.gif" src="http://www.texify.com/img/%5Cnormalsize%5C%21H%28z%29%3D%5Cfrac%7BB%28z%29%7D%7BA%28z%29%7D%3D%5Cfrac%7Bb%281%29%20%2B%20b%282%29z%5E%7B-1%7D%2B...%2Bb%28n%29z%5E%7B-%28n-1%29%7D%7D%7B1%2Ba%281%29z%5E%7B-1%7D%2B...%2Ba%28n%29z%5E%7B-%28n-1%29%7D%7D.gif"><br>

<br><span style="font-family:arial,helvetica,sans-serif">H(z) : filter B(z)/A(z)</span><br style="font-family:arial,helvetica,sans-serif"><span style="font-family:arial,helvetica,sans-serif">N    : integer (order of desired filter)</span><br style="font-family:arial,helvetica,sans-serif">

<span style="font-family:arial,helvetica,sans-serif">frq  : real row vector (non-decreasing order), frequencies.</span><br style="font-family:arial,helvetica,sans-serif"><span style="font-family:arial,helvetica,sans-serif">mag  : non negative real row vector (same size as frq), desired magnitudes.</span><br style="font-family:courier new,monospace">

<br>----------------------------------------<br><br>yulewalk() function in &quot;/scipy/signal/filter_design.py&quot; is empty. It perhaps can be calculated using scipy.optimize.leastsq() but I lack skills to figure out how?<br>

<br>All I can do right now is port it quick and dirty from Matlab to Python, but I feel it&#39;s bad idea and waste of time<br><br>Can someone provide tip how can I calculate 10-th order yulewalk with scipy?<br></blockquote>
<div> </div><div>I have no idea about whether or how it can be used for filter design?</div><div> </div><div>For estimation of the filter from data, the Yule Walker equations can only estimate a autoregressive process, not an IIR filter (ARMA process).</div>
<div> </div><div>statsmodels has yule walker for estimating the autoregressive filter, and ARMA for estimating an IIR filter.</div><div>autoregressive can also be estimated with nitime and scikits.audiolab.</div><div>The only python package I know that can estimate an ARMA filter is statsmodels.</div>
<div> </div><div>Josef</div><div> </div><blockquote style="margin:0px 0px 0px 0.8ex;padding-left:1ex;border-left-color:rgb(204,204,204);border-left-width:1px;border-left-style:solid" class="gmail_quote"><br>
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